+2,022.6%
STRL vs WCN
+30.3%
+1,992.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.2% | +6.9% | +5.8% |
| 7D | +3.4% | -0.6% | +4.0% | +3.4% |
| 30D | -9.2% | +0.4% | -9.7% | -9.3% |
| 3M | -51.0% | +7.3% | -58.4% | -51.8% |
| 6M | +15.8% | -2.5% | +18.3% | +16.2% |
| YTD | +58.9% | -5.4% | +64.2% | +60.6% |
| 1Y | +68.5% | -8.5% | +77.0% | +72.1% |
| 3Y | +485.2% | +20.8% | +464.4% | +432.7% |
| All | +2,022.6% | +30.3% | +1,992.2% | +1,768.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WCN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling